On bounded range distribution of a Wiener process

DOI10.1080/03610926.2016.1267766MaRDI QIDQ5079834zbMATH OpenOpenAlexFDO

Authors Abd El-Moneim A. Teamah, Mohamed Abd Allah El-Hadidy, Maraw M. El-Ghoul

Publication date 30 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2016.1267766

zbMATH Keywords

order statisticsstatistical properties of the distributiontruncated distributionWiener process

Mathematics Subject Classification ID

Brownian motion (60J65) Other physical applications of random processes (60K40) Statistics (62-XX) Characterization and structure theory of statistical distributions (62E10)

Cites work

• Fitting truncated geometric distributions in large scale real world networks
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• Some truncated distributions
• The Asymptotic Distribution of the Range of Sums of Independent Random Variables
• The distribution and quantiles of the range of a Wiener process
• The Estimation of Reliability from Stress-Strength Relationships
• The truncated normal distribution: applications to queues with impatient customers

Cited in

(3)

• Probability for a Wiener process to reside in tube domains for a long period of time
• On Multivariate Distribution of n- Dimensional Brownian Diffusion Particle in the Fluid
• Studying the Influence of Antimicrobial Resistance on the Probability Distribution of Densities for Synchronization Growing of Different Kinds of Bacteria

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